V-Lab
Repsol Oil & Gas Canada Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 8th, 2015:19.18% (-0.18%)
Analysis last updated: Monday, March 1, 2021 at 05:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0804 | 21.54 | |
| 0.0300 | 14.24 | |
| 0.9190 | 489.08 | |
| 0.0701 | 13.82 |
Estimation Period:
Jan 1, 1990 to May 1, 2015
Jan 1, 1990 to May 1, 2015
News Impact Curve
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